Author: Leduc Guillaume
Publisher: Taylor & Francis Ltd
ISSN: 0736-2994
Source: Stochastic Analysis and Applications, Vol.26, Iss.4, 2008-07, pp. : 832-855
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
American Option Valuation under Continuous-Time Markov Chains
Advances in Applied Probability, Vol. 47, Iss. 2, 2015-06 ,pp. :
OPTION BASED PORTFOLIO INSURANCE REVISITED
By Bouchaib R.
Annals of Actuarial Science, Vol. 2, Iss. 2, 2007-01 ,pp. :
Option Pricing of Weather Derivatives for Seoul
East Asian Journal on Applied Mathematics, Vol. 2, Iss. 4, 2012-11 ,pp. :